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- Institute for Theoretical and Experimental PhysicsRU30 papers
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math.PR2025★ 1 cited
Metastability for telegraph processes in a double-well potential
Nikita Ratanov
In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed paramete…
math.PR2021
First-passage probabilities and invariant distributions of Kac-Ornstein-Uhlenbeck processes
Nikita Ratanov
In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and varian…
math.PR2020★ 11 cited
Ornstein-Uhlenbeck processes of bounded variation
Nikita Ratanov
Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion…